+14.2%
STZ vs DUOL
-17.4%
+31.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | +4.9% | +21.9% | -17.0% | +3.8% |
| 30D | +20.9% | +5.7% | +15.1% | +19.7% |
| 3M | +8.0% | +30.9% | -22.9% | +7.3% |
| 6M | -5.3% | +52.8% | -58.0% | -5.1% |
| YTD | +5.9% | -8.6% | +14.5% | +5.9% |
| 1Y | +14.2% | -17.2% | +31.4% | +14.8% |
| All | +14.2% | -17.4% | +31.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling